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5/26/23 8:37
AM |
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Rate
Indications |
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To take down
an advance, login to eBanking or contact the Member Transaction Desk : |
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855-345-2244, Option 1 |
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Today's Headlines |
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Market Rates |
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In observance of Memorial Day, on Friday, May 26, 2023, term
advances close at 1 p.m.; and overnight and open line advances close at 3
p.m. On Monday, May 29, 2023, advances will be closed.
S.A.V.E. Advance Special (until October 31, 2023): A one-time 10bp discount on up to $5mm of either an A121
Fixed Rate, Fixed Term or A300 SOFR Floater advance between 1-3 years. Must call the Member Transaction Desk and
mention the S.A.V.E. Advance to execute.
Visit our Solutions page on fhlbc.com for Terms and Conditions.
Advance Discount Specials (until June 30, 2023): 5 bps discount on qualifying fixed rate fixed term advances,
callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com
for Terms and Conditions.
Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<=
27 days) advances, additional volume discounts may be available; (2) 1-month
(no minimum at 5.30%) and 3-month (no minimum at 5.47%) A121 advances. To
execute, please call the Member Transaction Desk before 10:00 a.m.
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Term |
Treasury |
Swaps |
Fixed Rate Advances |
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2 years |
4.58% |
4.50% |
4.81% |
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5 years |
3.95% |
3.76% |
4.21% |
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7 years |
3.89% |
3.64% |
4.37% |
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10 years |
3.83% |
3.57% |
4.51% |
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FHLBC Deposit Rates^ |
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DID
(yesterday) |
4.91832% |
^Call for term deposit rates. |
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Fixed Rate
Advances |
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Fixed Rate Callable Advances (Call Option
Owned by Member) |
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Term |
Community
Advances |
Regular
Advances |
All-in After
Dividend* |
Forward-Starting |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Cost |
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1 week |
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5.21% |
5.09% |
Advances settle one year forward from today and
then have stated term to maturity |
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2 years |
6 months |
5.83% |
5.71% |
1.02% |
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2 weeks |
5.22% |
5.10% |
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2 years |
1 year |
5.50% |
5.38% |
0.70% |
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3 weeks |
5.26% |
5.14% |
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3 years |
6 months |
5.94% |
5.82% |
1.48% |
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1 month |
5.21% |
5.32% |
5.20% |
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3 years |
1 year |
5.57% |
5.45% |
1.10% |
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3 months |
5.38% |
5.49% |
5.37% |
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5 years |
6 months |
6.07% |
5.95% |
1.86% |
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6 months |
5.46% |
5.57% |
5.45% |
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5 years |
1 year |
5.71% |
5.59% |
1.50% |
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9 months |
5.41% |
5.52% |
5.40% |
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5 years |
2 year |
5.08% |
4.96% |
0.87% |
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1 year |
5.27% |
5.37% |
5.25% |
4.21% |
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7 years |
1 year |
5.97% |
5.85% |
1.59% |
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1.5 years |
4.95% |
5.05% |
4.93% |
4.03% |
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7 years |
2 years |
5.49% |
5.37% |
1.12% |
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2 years |
4.70% |
4.81% |
4.69% |
3.97% |
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10 years |
2 years |
5.73% |
5.61% |
1.22% |
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2.5 years |
4.48% |
4.59% |
4.47% |
3.95% |
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10 years |
3 years |
5.55% |
5.43% |
1.04% |
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3 years |
4.36% |
4.46% |
4.34% |
3.94% |
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10 years |
5 years |
5.25% |
5.13% |
0.74% |
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3.5 years |
4.27% |
4.37% |
4.25% |
3.91% |
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15 years |
5 years |
5.60% |
5.48% |
0.76% |
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4 years |
4.22% |
4.33% |
4.21% |
3.89% |
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Fixed Rate Putable Advances (Call Option
Owned by FHLBC) |
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4.5 years |
4.15% |
4.25% |
4.13% |
4.01% |
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Term |
Lockout |
European |
All-in After Dividend* |
Option Value |
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5 years |
4.10% |
4.21% |
4.09% |
4.13% |
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3 years |
6 months |
4.00% |
3.88% |
-1.56% |
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6 years |
4.26% |
4.36% |
4.24% |
4.17% |
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5 years |
6 months |
3.61% |
3.49% |
-1.96% |
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7 years |
4.27% |
4.37% |
4.25% |
4.30% |
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7 years |
6 months |
3.47% |
3.35% |
-2.10% |
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10 years |
4.41% |
4.51% |
4.39% |
4.46% |
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10 years |
6 months |
3.42% |
3.30% |
-2.15% |
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15 years |
Call for availability |
4.84% |
4.72% |
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3 years |
1 year |
4.14% |
4.02% |
-1.23% |
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20 years |
5.12% |
5.00% |
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5 years |
1 year |
3.71% |
3.59% |
-1.66% |
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30 years |
5.16% |
5.04% |
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7 years |
1 year |
3.57% |
3.45% |
-1.80% |
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10 years |
1 year |
3.47% |
3.35% |
-1.90% |
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5 years |
2 years |
3.82% |
3.70% |
-0.99% |
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Amortizing
Advances |
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7 years |
2 years |
3.62% |
3.50% |
-1.19% |
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Amortization
Term |
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10 years |
2 years |
3.52% |
3.40% |
-1.29% |
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Term |
5 years |
7 years |
10 years |
15 years |
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7 years |
3 years |
3.67% |
3.55% |
-0.79% |
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5 years |
4.54% |
4.42% |
4.36% |
4.32% |
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10 years |
5 years |
3.91% |
3.79% |
-0.29% |
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7 years |
n/a |
4.47% |
4.46% |
4.45% |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Value |
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10 years |
n/a |
n/a |
4.51% |
4.54% |
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5 years |
6 months |
3.36% |
3.24% |
-2.21% |
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Term |
15 years |
20 years |
25 years |
30 years |
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7 years |
6 months |
3.09% |
2.97% |
-2.48% |
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15 years |
4.67% |
4.78% |
4.82% |
4.85% |
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10 years |
3 months |
2.75% |
2.63% |
-2.74% |
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n/a |
4.88% |
5.01% |
5.07% |
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7 years |
1.24% |
0.02% |
1.26% |
0.32% |
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30 years |
n/a |
n/a |
n/a |
5.10% |
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10 years |
1.55% |
0.02% |
1.58% |
0.32% |
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Floating Rate
Advances |
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Discount Note Floater Advances |
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SOFR Index Floater Advances |
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Non-Prepayable |
Prepayable (on reset dates)^ |
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Index / Rate Indic. |
Term |
Prior Index |
Spread |
Prior Day Rate |
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Term** |
Spread to 4WK |
Spread to 13WK |
Spread to 4WK |
Spread to 13WK |
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SOFR |
3 Months |
5.06% |
0.22% |
5.27% |
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3 months |
0.36% |
n/a |
0.42% |
n/a |
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SOFR |
6 Months |
5.06% |
0.25% |
5.30% |
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6 months |
0.40% |
0.27% |
0.46% |
0.33% |
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SOFR |
9 Months |
5.06% |
0.27% |
5.31% |
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1 year |
0.52% |
0.45% |
0.64% |
0.52% |
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SOFR |
1 Year |
5.06% |
0.29% |
5.33% |
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2 years |
0.64% |
0.53% |
0.66% |
0.55% |
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SOFR |
18 Months |
5.06% |
0.32% |
5.37% |
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3 years |
0.68% |
0.58% |
0.70% |
0.60% |
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SOFR |
2 Years |
5.06% |
0.34% |
5.40% |
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4 years |
0.77% |
0.66% |
0.79% |
0.68% |
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SOFR |
3 Years |
5.06% |
0.44% |
5.47% |
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5 years |
0.78% |
0.67% |
0.80% |
0.69% |
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SOFR |
4 Years |
5.06% |
0.51% |
5.55% |
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Prior Index |
4 week |
5.077% |
13 week |
5.327% |
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SOFR |
5 Years |
5.06% |
0.51% |
5.55% |
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^Prepayable at par with 1 day notice.
**Please call for terms between 5 years and 10 years, or for 26 week
index. |
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SOFR |
6 Years |
5.06% |
0.74% |
5.79% |
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Overnight Discount Note
Floater** |
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SOFR |
7 Years |
5.06% |
0.80% |
5.86% |
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Term^ |
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Prior Index |
Spread |
Prior Day Rate |
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SOFR |
8 Years |
5.06% |
0.92% |
5.98% |
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<= 3
Months |
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4.766% |
0.394% |
5.210% |
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SOFR |
9 Years |
5.06% |
0.97% |
6.02% |
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^Prepayable same day before 3:00PM. **Please
call for additional terms not listed above. |
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SOFR |
10 Years |
5.06% |
0.99% |
6.05% |
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Overnight Advances |
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Term |
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Minimum |
Today |
Prior Day |
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1 Day |
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No minimum |
5.18% |
5.18% |
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Open
Line (Daily Rate Set)# |
No minimum |
5.41% |
5.41% |
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#Rate
set at and available until 3:00 pm; Late Day Advances may be available until
4:30 pm by calling 855-345-2244, Option 1. |
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